Anic Equity¶

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Total return since start: 0.584 %¶

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Equity now: -----------------------------> 48371.69 Kr¶

Max Equity ever reached: ------------> 52072.52 Kr¶

Portfolio value: --------------------------> 46171.49 Kr¶

PnL: ---------------------------------------> -2050.76 Kr¶

DD now: ---------------------------------> -7.107 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-03-13 12:49:10.420280'

Anic Portfolio¶

Today¶

Return: -0.205 %¶

This Week¶

Return: -0.205 %¶

Total¶

Return: 58.356 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sivers Semiconductors 90 -8.330000 836.550000 138.550000 19.850000 698.000040
VBG GROUP B 4 -3.260000 652.000000 44.000000 7.240000 608.000000
Nordisk Bergteknik B 130 -2.570000 4192.500000 28.500000 0.680000 4163.999970
Stillfront Group 38 -2.250000 709.460000 23.460000 3.420000 686.000016
MEKO 13 -1.550000 1570.400000 16.400000 1.060000 1554.000006
Tietoevry 2 -1.570000 651.200000 13.200000 2.070000 638.000000
Vitec Software Group B 1 -1.610000 495.400000 10.400000 2.140000 485.000000
Tobii Dynavox 109 -2.090000 2732.090000 10.090000 0.370000 2721.999993
SKF A 3 -3.470000 592.200000 -0.800000 -0.130000 593.000001
Mycronic 3 -2.880000 648.600000 -3.400000 -0.520000 651.999999
SKF B 3 -3.640000 592.350000 -3.650000 -0.610000 596.000001
G5 Entertainment 3 -1.460000 566.400000 -5.600000 -0.980000 572.000001
ITAB Shop Concept 56 -1.130000 684.320000 -6.680000 -0.970000 691.000016
Embracer Group B 14 -4.330000 679.630000 -9.370000 -1.360000 689.000004
Addnode Group B 6 -2.100000 699.000000 -10.000000 -1.410000 709.000002
ASSA ABLOY B 2 -1.490000 503.000000 -11.000000 -2.140000 514.000000
Husqvarna A 7 -2.650000 616.000000 -17.000000 -2.690000 632.999997
ACQ Bure SPAC 36 -0.210000 3470.400000 -19.600000 -0.560000 3489.999984
Loomis 6 -2.150000 2023.200000 -19.800000 -0.970000 2043.000000
Husqvarna B 7 -2.590000 616.840000 -23.160000 -3.620000 639.999997
Fastighetsbolag. Emilshus Pref 21 -2.100000 537.600000 -24.400000 -4.340000 562.000005
Rejlers B 6 -2.270000 930.000000 -32.000000 -3.330000 961.999998
Avanza Bank Holding 2 -6.950000 476.600000 -34.400000 -6.730000 511.000000
Swedbank A 3 -3.290000 577.500000 -40.500000 -6.550000 618.000000
Lagercrantz Group B 5 -2.420000 565.000000 -42.000000 -6.920000 607.000000
Arion Banki SDB 61 -2.550000 652.700000 -44.300000 -6.360000 697.000030
Collector Bank 29 -6.590000 1187.550000 -46.450000 -3.760000 1233.999996
Norva24 Group 12 -2.150000 360.000000 -47.250000 -11.600000 407.250000
Nordea Bank Abp 30 -3.800000 3709.200000 -53.800000 -1.430000 3762.999990
Mips 1 -2.810000 470.000000 -59.000000 -11.150000 529.000000
Dustin Group 18 -4.830000 609.480000 -60.520000 -9.030000 669.999996
AFRY 3 -2.810000 519.300000 -75.700000 -12.720000 594.999999
Viaplay Group B 4 -5.820000 944.400000 -92.600000 -8.930000 1037.000000
Fastighetsbolaget Emilshus B 23 10.260000 595.700000 -99.300000 -14.290000 694.999993
RVRC Holding 17 -3.470000 548.420000 -134.580000 -19.700000 683.000007
Beijer Alma B 9 -2.660000 1813.500000 -140.500000 -7.190000 1953.999999
Fasadgruppen Group 38 0.780000 3914.000000 -276.000000 -6.590000 4190.000004
Alimak Group 11 -0.320000 693.000000 -300.000000 -30.210000 992.999997
Camurus 16 -3.490000 3536.000000 -602.000000 -14.550000 4138.000000
TOTAL 46171.490000 -2050.760000 -7.10707% 48222.250041

Updated:¶

'2023-03-13 12:49:23.952267'
None

Last optimization/rebalancing:¶

'2023-02-12'

Next optimization/rebalancing:¶

'2023-03-24'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶